c9s
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5d441e3efe
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grid2: collect fees and check if we need to reduce the quantity for sell
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2022-12-05 19:30:06 +08:00 |
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c9s
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16224583ff
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grid2: add historicalTrades store
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2022-12-05 19:23:39 +08:00 |
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c9s
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5c83044297
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bbgo: let tradeStore be able to collect trades from stream
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2022-12-05 19:23:27 +08:00 |
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c9s
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537e9e14ec
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add GetOrderTrades method to TradeStore
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-12-05 19:00:39 +08:00 |
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c9s
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fcf8613319
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grid2: fix feeRate var
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2022-12-05 18:15:54 +08:00 |
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c9s
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f727f314e6
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grid2: add FeeRate configuration for checking profit spread
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2022-12-05 18:15:30 +08:00 |
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c9s
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c5fb15dc22
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grid2: update test grid configuration
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2022-12-05 18:12:38 +08:00 |
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c9s
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4bba5510dd
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grid2: position reset should reset the total fee
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2022-12-05 18:11:44 +08:00 |
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c9s
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5be140de0e
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grid2: improve sell,buy price calculation
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2022-12-05 15:19:24 +08:00 |
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c9s
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27b42db3d7
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grid2: add test case for enough base investment
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2022-12-05 11:23:21 +08:00 |
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c9s
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6df4a3c319
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grid2: add TestStrategy_generateGridOrders
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2022-12-05 11:21:07 +08:00 |
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c9s
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0b824a09fc
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grid2: fix tests
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2022-12-05 00:47:08 +08:00 |
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c9s
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076ec3b3c2
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grid2: pull out grid order generation
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2022-12-05 00:20:18 +08:00 |
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c9s
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002ce1958e
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grid2: add omitempty to struct tag
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2022-12-04 21:44:03 +08:00 |
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c9s
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19e0a20c67
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grid2: fill fixedpoint.Zero for stats
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2022-12-04 21:43:40 +08:00 |
|
c9s
|
ec6b170f01
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grid2: add more log messages for stop loss
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2022-12-04 21:09:39 +08:00 |
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c9s
|
3b821c8b58
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grid2: fix order price shifting
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2022-12-04 21:06:52 +08:00 |
|
c9s
|
8d78399335
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grid2: fix order shifting
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2022-12-04 19:48:12 +08:00 |
|
c9s
|
efcfcf7c18
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grid2: add position reset
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2022-12-04 18:42:03 +08:00 |
|
c9s
|
a5e6173038
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grid2: fix openGrid method
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2022-12-04 18:33:28 +08:00 |
|
c9s
|
943912f6bf
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grid2: add grid order debug logs
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2022-12-04 18:32:17 +08:00 |
|
c9s
|
ea34b3a962
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grid2: another fix
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2022-12-04 18:28:34 +08:00 |
|
c9s
|
01b013fcc7
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grid2: fix trigger price check for onStart handler
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2022-12-04 18:27:21 +08:00 |
|
c9s
|
bce004106c
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grid2: check price
|
2022-12-04 18:21:43 +08:00 |
|
c9s
|
9d62720111
|
grid2: add log for trigger price
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2022-12-04 18:17:05 +08:00 |
|
c9s
|
50f3ca80cf
|
config: add doc for stopLossPrice
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2022-12-04 18:12:01 +08:00 |
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c9s
|
e0a69a89c8
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config: add stopLossPrice config to the default grid2 config
|
2022-12-04 18:02:30 +08:00 |
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c9s
|
4f3a160bbf
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grid2: add stopLossPrice handler
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2022-12-04 18:01:58 +08:00 |
|
c9s
|
5f0c45093c
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config: add triggerPrice doc to config
|
2022-12-04 17:58:32 +08:00 |
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c9s
|
43b6ef6243
|
doc: add doc for sqlite3
|
2022-12-04 17:56:10 +08:00 |
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c9s
|
3d29c24e7b
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add bbgo_test.sqlite3 file
|
2022-12-04 17:53:20 +08:00 |
|
c9s
|
7abeb3c59e
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doc: update strategy testing doc
|
2022-12-04 17:51:28 +08:00 |
|
c9s
|
e1f7d8b965
|
add data/bbgo_test.sql to git lfs
|
2022-12-04 17:48:43 +08:00 |
|
c9s
|
bec1103a64
|
grid2: add more parameters to the test strategy
|
2022-12-04 17:36:35 +08:00 |
|
c9s
|
5344b3d768
|
grid2: add TestStrategy_calculateProfit test
|
2022-12-04 17:35:35 +08:00 |
|
c9s
|
427daba6d0
|
grid2: change fee rate validation
|
2022-12-04 15:56:35 +08:00 |
|
c9s
|
bbab8728e3
|
grid2: add orderQueryService for querying order trades
|
2022-12-04 15:43:27 +08:00 |
|
c9s
|
92733411a3
|
config: add notification settings to grid2
|
2022-12-04 15:34:24 +08:00 |
|
c9s
|
813f9c45a7
|
grid2: add order object into the profit structure
|
2022-12-04 15:24:59 +08:00 |
|
c9s
|
a8fe55c284
|
grid2: push profit into stats
|
2022-12-04 15:24:13 +08:00 |
|
c9s
|
bc4c22f633
|
grid2: pull out quoteQuantity
|
2022-12-04 15:15:16 +08:00 |
|
c9s
|
bf62fb7d2d
|
grid2: calculate grid profit
|
2022-12-04 15:01:52 +08:00 |
|
c9s
|
9506516ea3
|
grid2: add grid profit stats to the strategy
|
2022-12-04 14:45:04 +08:00 |
|
c9s
|
8d601a6cb4
|
grid2: add exchange session field
|
2022-12-04 14:24:04 +08:00 |
|
c9s
|
dc2ce372c4
|
grid2: reset grid field when it's closed
|
2022-12-04 14:23:00 +08:00 |
|
c9s
|
0ea6dfb158
|
grid2: add triggerPrice protection
|
2022-12-04 14:22:11 +08:00 |
|
c9s
|
5148fadf67
|
types: remove duplciated klineCallback type
|
2022-12-04 14:22:01 +08:00 |
|
c9s
|
7abc799da4
|
grid2: make openGrid and closeGrid as private method
|
2022-12-04 13:04:14 +08:00 |
|
c9s
|
c77bb83b95
|
grid2: move OpenGrid method and add KeepOrdersWhenShutdown
|
2022-12-04 12:58:01 +08:00 |
|
Yo-An Lin
|
3d0de0926c
|
Merge pull request #1017 from zenixls2/script/sync_time
feature: add sync_time.sh utility
|
2022-12-04 12:53:37 +08:00 |
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